A Track has a direction - a
start and an
end. You can only join an end to a start - you can't join a start to a start or an end to an end.
I've never used Basecamp but
assuming it is similar to Mapsource:
Click on the first track in the window on the left. As you click further tracks hold the Ctrl key down at same time. Then when all selected join them together.
This only works as long as the Tracks in the list are lined up nose to tail. If one or more are lined up nose to nose or tail to tail they will not be joinable using this method. If you know which individual Track is causing the problem, you can select it and 'Properties' and 'Invert' to reverse its direction.
Easier ( I find) is to use the map and the Track Draw Tool 'Track Join'. (NB in Mapsource, the Track Tools are not apparent, in the default installation - you can make them visible in the toolbar - View, Show Toolbbars - or you can find them in the 'Tools' drop-down menu anyway)
Now, with your first Track visible on the map, select it, now choose 'Track Join' and a line will be attached to the 'tail' end of the Track -
you can click on any other visible Track on the map to make the join, which will be previewed as you hover before you click. Any nose/nose or tail/tail problems become very obvious using this method, because the join line will try to attach to the 'wrong' end of the Track..